Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science

Table 2

Values of   for different , , , and under the stochastic interest rate model.

0.04	0.0025	1.0	17.9990	17.5461	17.5023	17.4587	16.7152	15.9727
		1.5	18.2774	17.5840	17.5180	17.4525	16.3648	15.3324
		2.0	18.5662	17.6222	17.5337	17.4463	16.0312	14.7529
		2.5	18.8659	17.6606	17.5495	17.4401	15.7134	14.2268
		3.0	19.1768	17.6992	17.5654	17.4339	15.4105	13.7477
	0.0030	1.0	18.1289	17.5795	17.5266	17.4741	16.5884	15.7219
		1.5	18.4807	17.6344	17.5546	17.4756	16.1843	14.9951
		2.0	18.8489	17.6899	17.5828	17.4772	15.8027	14.3480
		2.5	19.2345	17.74560	17.6112	17.4788	15.4420	13.7695
		3.0	19.6385	17.8026	17.6398	17.4804	15.1007	13.2501
	Nonrandom		17.4712
0.05	0.0025	1.0	16.0694	15.7005	15.6647	15.6291	15.0217	14.4128
		1.5	16.2953	15.7308	15.6769	15.6235	14.7341	13.8854
		2.0	16.5293	15.7613	15.6891	15.6178	14.4599	13.4064
		2.5	16.7718	15.7919	15.7014	15.6122	14.1982	12.9699
		3.0	17.0232	15.8228	15.7138	15.6066	13.9484	12.5711
	0.0030	1.0	16.1746	15.7271	15.6840	15.6412	14.9174	14.2062
		1.5	16.4596	15.7711	15.7060	15.6416	14.5854	13.6064
		2.0	16.7575	15.8154	15.7281	15.6420	14.2713	13.0702
		2.5	17.0690	15.8602	15.7504	15.6425	13.9738	12.5888
		3.0	17.3950	15.9054	15.7729	15.6429	13.6917	12.1547
	Nonrandom		15.6405